Junhe Chen
About Junhe Chen
Junhe Chen is a Risk Modelling Researcher at the CIBC-MITACS-Western Collaboration in Toronto, Ontario, Canada, with a strong background in financial modeling and applied mathematics.
Company
Junhe Chen is a Risk Modelling Researcher at CIBC-MITACS-Western Collaboration. His work involves comprehensive research and practical applications within the domain of risk modeling, particularly in the area of handling commodity non-modellable risk factors. This collaboration is located in Toronto, Ontario, Canada.
Title
Junhe Chen holds the title of Risk Modelling Researcher. His role emphasizes research and hands-on practice in differential games in energy finance and portfolio optimization, alongside his work at CIBC.
Education and Expertise
Junhe Chen completed his Doctor of Philosophy (PhD) in Financial Modeling from Western University, where he studied from 2017 to 2021. Prior to this, he earned a Master’s Degree in Financial Modeling from Western University, spanning 2015 to 2017. He also holds a Bachelor's degree in Applied Mathematics from South China University of Technology, obtained from 2012 to 2016. His high school education was completed at 广州市第四中学, where he studied subjects including Chinese, Mathematics, English, Physics, Chemistry, and Biology from 2009 to 2012.
Achievements
Junhe Chen's research focuses are diverse and include mathematical finance, stochastic processes, stochastic control problems, and game theory in finance. His contributions to energy finance, portfolio optimization, and the fundamental review of trading books are noteworthy in the field.
Background
Over the years, Junhe Chen has amassed a rich background in academia and research. He served as a Research Assistant at Western University from 2017 onwards and as a Graduate Teaching Assistant from 2016. In 2018, he was part of the Technical University of Munich, focusing on asset management and risk management. That same year, he joined the Fields Institute for the Summer School on Topological Data Analysis for Banking and Finance.